I use market depth at Stockwatch and sometimes daytrade, when possible,even when I,m supposed to be working!

The cost is only 100 to 150 a month and for example, if you can realize a .20 gain because of the perception on a 1000 share trade in ARU ,it pays for your Stockwatch for the whole month. And this gives all the other benifits availabe.

Also like some one else said, you can learn to use it and anticipate the direction of the price.

Years ago in the tech craze, there was an excellent article written on the old silicon investor site which showed how to use the depth . I used to have it saved and read it or gave the link away, but have lost it with the changing of computers.

Hope this helps

gv